| Publication | Date of Publication | Type |
|---|
| The breaking of additively reciprocal property of fuzzy preference relations and its implication to decision making under uncertainty | 2024-01-10 | Paper |
| Optimal futures hedging strategies based on an improved kernel density estimation method | 2022-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5098602 | 2022-09-01 | Paper |
| Robust international portfolio optimization with worst-case mean-CVaR | 2022-07-22 | Paper |
| Quasi-closed-form solution and numerical method for currency option with uncertain volatility model | 2022-07-18 | Paper |
| Analytical valuation for geometric Asian options in illiquid markets | 2022-06-30 | Paper |
| Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion | 2022-06-27 | Paper |
| Methanol futures hedging with skewed normal distribution by copula method | 2022-02-18 | Paper |
| Predicting stock market volatility based on textual sentiment: A nonlinear analysis | 2021-11-25 | Paper |
| Hedging the exchange rate risk for international portfolios | 2021-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306962 | 2020-08-12 | Paper |
| Online ordering rules for the multi-period newsvendor problem with quantity discounts | 2020-04-22 | Paper |
| Parameter identification for the discretely observed geometric fractional Brownian motion | 2020-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5197273 | 2019-09-20 | Paper |
| A two-product, multi-period nonstationary newsvendor problem with budget constraint | 2019-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5381231 | 2019-06-21 | Paper |
| Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts | 2019-02-08 | Paper |
| Fuzzy portfolio selection model with real features and different decision behaviors | 2018-10-16 | Paper |
| The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate | 2018-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3175679 | 2018-07-18 | Paper |
| Trade and currency options hedging model | 2018-06-20 | Paper |
| Fuzzy multi-period portfolio selection model with discounted transaction costs | 2018-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132147 | 2018-01-29 | Paper |
| An axiomatic approach to approximation-consistency of triangular fuzzy reciprocal preference relations | 2017-08-15 | Paper |
| Multi-period cardinality constrained portfolio selection models with interval coefficients | 2017-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2991609 | 2016-08-10 | Paper |
| A multi-period fuzzy portfolio optimization model with minimum transaction lots | 2016-07-26 | Paper |
| A fuzzy portfolio selection model with background risk | 2016-06-22 | Paper |
| Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets | 2015-07-29 | Paper |
| A group decision making model based on a generalized ordered weighted geometric average operator with interval preference matrices | 2015-06-23 | Paper |
| A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control | 2015-06-23 | Paper |
| Probability-free solutions to the non-stationary newsvendor problem | 2015-02-27 | Paper |
| Consistency analysis of triangular fuzzy reciprocal preference relations | 2015-02-19 | Paper |
| Fuzzy portfolio optimization model under real constraints | 2014-06-23 | Paper |
| Credibilitic mean-variance model for multi-period portfolio selection problem with risk control | 2014-06-13 | Paper |
| Maximum-likelihood estimators in the mixed fractional Brownian motion | 2014-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398624 | 2014-02-28 | Paper |
| A class of on-line portfolio selection algorithms based on linear learning | 2014-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926439 | 2013-06-20 | Paper |
| A risk-reward model for the on-line leasing of depreciable equipment | 2013-04-04 | Paper |
| Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes | 2013-01-28 | Paper |
| Fuzzy multi-period portfolio selection optimization models using multiple criteria | 2013-01-21 | Paper |
| A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs | 2012-12-29 | Paper |
| A goal programming model for incomplete interval multiplicative preference relations and its application in group decision-making | 2012-08-16 | Paper |
| Optimal randomized algorithm for a generalized ski-rental with interest rate | 2012-07-25 | Paper |
| A new method of obtaining the priority weights from an interval fuzzy preference relation | 2012-06-08 | Paper |
| Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion | 2012-06-01 | Paper |
| Risk-reward models for on-line leasing of depreciable equipment | 2012-05-28 | Paper |
| A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments | 2012-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110243 | 2012-01-27 | Paper |
| Portfolio adjusting optimization with added assets and transaction costs based on credibility measures | 2011-12-21 | Paper |
| Competitive strategy for on-line leasing of depreciable equipment | 2011-11-11 | Paper |
| Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation | 2011-11-11 | Paper |
| Competitive analysis for online leasing problem with compound interest rate | 2011-09-09 | Paper |
| Fuzzy pricing of American options on stocks with known dividends and its algorithm | 2011-07-27 | Paper |
| UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS | 2011-02-02 | Paper |
| Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm | 2010-10-26 | Paper |
| A study of Greek letters of currency option under uncertainty environments | 2010-07-16 | Paper |
| Portfolio adjusting optimization under credibility measures | 2010-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3408227 | 2010-02-25 | Paper |
| A fuzzy portfolio selection method based on possibilistic mean and variance | 2009-09-18 | Paper |
| Portfolio selection under possibilistic mean-variance utility and a SMO algorithm | 2009-04-30 | Paper |
| Notes on possibilistic variances of fuzzy numbers | 2008-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5422274 | 2007-10-17 | Paper |
| An analytic derivation of admissible efficient frontier with borrowing | 2007-10-05 | Paper |
| Possibilistic mean-variance models and efficient frontiers for portfolio selection problem | 2007-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5490865 | 2006-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482188 | 2006-08-28 | Paper |
| On admissible efficient portfolio selection: models and algorithms | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375146 | 2006-03-01 | Paper |
| Searching for two counterfeit coins with two-arms balance | 2005-12-27 | Paper |
| Algorithmic Applications in Management | 2005-11-30 | Paper |
| On admissible efficient portfolio selection policy | 2005-11-16 | Paper |
| On admissible efficient portfolio selection problem | 2005-01-17 | Paper |
| Convergence of the Euler scheme for stochastic functional partial differential equations | 2004-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4409236 | 2003-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4426998 | 2003-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544082 | 2002-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3151695 | 2001-01-01 | Paper |
